def setUp(self):
sys.path.extend(['/Users/yuz/data'])
import ts_token
token = ts_token.ts_token_list[0]
ts.set_token(token)
# 自定义连接超时时间
self.pro = client.DataApi(token=token, timeout=30)
def get_data(token=''):
if token == '' or token is None:
token = upass.get_token()
if token is not None and token != '':
pro = client.DataApi(token,timeout=60)
return pro
token=upass.get_token()
tool=ts.pro.client.DataApi(token)
engine=create_engine('postgresql://*****:*****@10.0.0.4:5432/stock',echo=False)
saved_date=pd.read_sql_query('select distinct trade_date from daily',con=engine)
saved_date=saved_date.sort_values('trade_date',ascending=False)
t1=datetime.datetime.now()
start_date='20191221'
end_date='20200215'
# trade_date=''
tables=['daily','stk_limit','limit_list']
trade_cal=tool.query('trade_cal',start_date=start_date,end_date=end_date,is_open='1')
count_dict=dict.fromkeys(tables,0)
for date in trade_cal['cal_date']:
if date in saved_date['trade_date'].values:
continue
print(date)
for table in tables:
data=tool.query(table,trade_date=date)
if data.empty:
continue
data.to_sql(table,con=engine,if_exists='append',index=False)
count_dict[table]+=data.shape[0]
t2=datetime.datetime.now()
print(t2-t1)
def setUp(self):
log_init()
sys.path.extend(['/Users/yuz/data'])
import ts_token
ts_api = client.DataApi(
token=ts_token.ts_token_list[0], timeout=30)
self.on_target_fit_listener = TestOnTargetFitListener()
self.ma_filter = MaFilter(
ts_api, self.on_target_fit_listener, freq='W', time_period=20, threshold=10)
def pro_api(token=''):
"""
初始化pro API,第一次可以通过ts.set_token('your token')来记录自己的token凭证，临时token可以通过本参数传入
"""
if token == '' or token is None:
token = upass.get_token()
if token is not None and token != '':
pro = client.DataApi(token)
return pro
else:
raise Exception('api init error.')
def setUp(self) -> None:
ts_token = miscutils.get_ts_token_from_env()
if ts_token is not None:
self.ts_api = client.DataApi(token=ts_token, timeout=10)
else:
self.fail('TS_TOKEN not specified')
def make_ts_api(token):
# 自定义连接超时时间
return client.DataApi(token=token, timeout=30)
def setUp(self) -> None:
log_init(0)
self.ts_api = client.DataApi(miscutils.get_ts_token_from_env())
self.picker = GrowingValueFilter(self.ts_api, OnGrowingValueFitListener(QuanzRepo(), datetime.now()),
or_yoy=10, rd_exp_min=1, rd_exp_max=30, o_exp=80, gpr=10)
import time
import tushare as ts
from tushare.pro import client
# pro = ts.pro_api('4d7357aee9bef99c3b5d61f37a3451535f4cdd6a63fe45e3b0080c4e')
# 设置timeout更长
pro = client.DataApi(
'4d7357aee9bef99c3b5d61f37a3451535f4cdd6a63fe45e3b0080c4e', timeout=1000)
def get_daily_trade_to_csv(start_date='', end_date='', file_save_path=''):
trade_cal = get_trade_cal(start_date, end_date)
write_count = 0
for index, row in trade_cal.iterrows():
if write_count == 0:
mode = 'w'
else:
mode = 'a'
if row[-1] == 1:
write_count += 1
daily = pro.daily(trade_date=row[-2])
print(row[-2])
daily.to_csv(file_save_path,
encoding='utf-8',
index=False,
header=False,
mode=mode)
def get_dailt_trade_util_today(start_date='', file_save_path=''):
now = time.strftime("%Y%m%d", time.localtime())
